Descriptif

Course description:
The course is primarily concerned with Microeconometrics. It covers a large set of non-linear econometric models used in cross-sectional analysis, panel data analysis, duration data analysis and other areas. The PC session will be devoted to empirical applications covered in class.

Topics:
Endogeneity in the Linear Regression Model

Maximum Likelihood

Binary Choice Models

Multinomial Choices

Heterogeneity and Selection Models

Static and Dynamic Discrete Choices with Panel Data

Censored Regression models

Duration models

Treatment effects (Field experiments, RDD, matching)


References:
- Cameron, Trivedi, Microeconometrics : Methods and Applications, Cambridge University Press, 2005

- Cameron, Trivedi, Microeconometrics Using Stata: Revised Edition, Stata Press, 2010

- Greene, Econometric Analysis, Pearson, 2011

- Wooldridge, Econometric Analysis of Cross Section and Panel Data, MIT Press, 2010

Niveau requis : ECO552

Langue du cours : Anglais